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RE: st: weighted logit - predict residuals?

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: weighted logit - predict residuals?
Date   Sat, 6 Nov 2004 15:58:51 -0000

Regardless of the views expressed here, whereas 

. logit foreign mpg [aw=weight] 

. predict res, res

doesn't work, 

. glm foreign mpg [aw=weight], link(logit) 

. predict res, res


[email protected] 

Stas Kolenikov
> From what I see in the help file, Stata does not provide for [aweight]
> estimation of a logit model. At any rate, if you can come up with a
> clear explanation as to how you want to generalize the residual /
> influence diagnostics to weighted data, that would be quite an
> achievement -- I don't think I've seen it done before in literature.
> It is one of those cases when something obvious is not implemented in
> Stata means it is not statistically justified. If you estimate the
> model without the weights, get the diagnostic variables, and multiply
> them by the weights, you still won't have exactly what you need, as
> the model in which they were estimated is a different (and probably
> incorrect) one.
[email protected]
> > I understand that Stata won't let me "predict r,
> > residuals" or "predict h, hat" after an "aweight"
> > weighted logit, but I would still like to find a way to
> > look at the residuals and leverage to find observations
> > that have an undue effect on the fitted model. Any
> > thoughts? Thanks very much,

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